[SOLR-11602] Add Markov Chain Stream Evaluator

• Type: New Feature
• Status: Closed
• Priority: Trivial
• Resolution: Resolved
• Fix Version/s: 7.2
• Assignee: Joel Bernstein
• Reporter: Joel Bernstein
• Created: 03/Nov/17 15:29
• Updated: 08/Oct/19 14:50
• Resolved: 11/Dec/17 17:13

Description

Now that Streaming Expressions supports Monte Carlo simulations it would be useful to add Markov Chain support (https://en.wikipedia.org/wiki/Markov_chain). This ticket will add support for Markov Chain simulations.

Here is the syntax:

let(state0=array(.3, .4, .3),
    state1=array(.2, .1, .7),
    state2=array(.6, .2, .2),
    states=matrix(state0, state1, state2),
    m=markovChain(states, 0),
    s=sample(m, 500))

The Markov chain is initialized with a matrix who's rows represent the different states of the system. The columns represent the probabilities of changing from one state to another state.

For example if we are in state 1 represented by the array(.2,.1,.7), there is a .7 percent probability that it will transition to state 2.

Issue Links

• is related to: SOLR-10651 Streaming Expressions statistical functions library